<journal article>
EDGEWORTH EXPANSION FOR KERNEL ESTIMATORS OF A DISTRIBUTION FUNCTION

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Abstract Many papers have studied theoretical properties of a kernel type estimator of a distribution function. Especially mean squared errors are precisely studied. The asymptotic distribution of the estimato...r is also discussed, and it is easy to show asymptotic normality. In this paper, we will discuss higher order approximation of the distribution of the kernel estimator. We will obtain an Edgeworth expansion, which takes an explicit form. Assuming a bandwidth h_n=o(n^<-c>)(1/4≤c<1/2), we obtain the explicit form of the expansion with residual term o(n^<-1>). We also discuss a bias term precisely.show more

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Created Date 2017.03.15
Modified Date 2020.10.22

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